Comment by palata

It adds some level of privacy without going as far as something like Tor. As a result, it's a lot faster than Tor, but a lot less private.

The "privacy" it adds is that it separates your IP from your request, so no one actor on the way knows "X requested Y". A server knows "X requested something", another one knows "someone requested Y".

Maybe you don't need it, but I don't see how this is slightly creepy.